+62.2%
EWZ vs VIG
+630.3%
-568.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.2% |
| 7D | -1.5% | -1.8% | +0.3% | +0.9% |
| 30D | -24.5% | +2.7% | -27.2% | -27.7% |
| 3M | -10.7% | 0.0% | -10.7% | -11.1% |
| 6M | -19.1% | +6.8% | -25.8% | -26.7% |
| YTD | +1.6% | +12.1% | -10.4% | -14.0% |
| 1Y | +4.3% | +14.8% | -10.5% | -14.9% |
| 3Y | +19.0% | +62.4% | -43.5% | -42.5% |
| 5Y | +57.7% | +59.6% | -1.9% | -24.8% |
| 10Y | +51.3% | +261.5% | -210.1% | -80.2% |
| All | +62.2% | +630.3% | -568.1% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling